GPT.AX vs. VONG

Last updated Jun 5, 2026

GPT.AX (The GPT Group) is a stock, while VONG (Vanguard Russell 1000 Growth ETF) is Large Cap Growth Equities fund tracking the Russell 1000 Growth Index. Over the past 10 years, GPT.AX returned 3.60%/yr vs 18.86%/yr for VONG. At a 0.04 correlation, their price movements are largely independent.

Performance

GPT.AX vs. VONG - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in The GPT Group (GPT.AX) and Vanguard Russell 1000 Growth ETF (VONG). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

GPT.AX is traded in AUD, while VONG is traded in USD. To make them comparable, the VONG values have been converted to AUD using the latest available exchange rates.

Returns By Period

In the year-to-date period, GPT.AX achieves a -13.65% return, which is significantly lower than VONG's -1.61% return. Over the past 10 years, GPT.AX has underperformed VONG with an annualized return of 3.60%, while VONG has yielded a comparatively higher 18.86% annualized return.

GPT.AX

• 1D: 0.43%
• 1M: -1.89%
• YTD: -13.65%
• 6M: -12.56%
• 1Y: -0.16%
• 3Y*: 9.10%
• 5Y*: 5.62%
• 10Y*: 3.60%

VONG

• 1D: -2.07%
• 1M: 2.98%
• YTD: -1.61%
• 6M: -3.14%
• 1Y: 12.84%
• 3Y*: 21.40%
• 5Y*: 16.84%
• 10Y*: 18.86%

*Multi-year figures are annualized to reflect compound growth (CAGR)

GPT.AX vs. VONG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GPT.AX The GPT Group	-13.65%	29.91%	-0.51%	16.92%	-15.95%	27.68%	-17.75%	9.58%	9.68%	6.63%
VONG Vanguard Russell 1000 Growth ETF	-1.61%	9.85%	46.61%	42.78%	-24.50%	35.08%	26.16%	36.69%	9.02%	20.15%

Correlation

The correlation between GPT.AX and VONG is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.12
Correlation (3Y) Calculated over the trailing 3-year period	0.06
Correlation (5Y) Calculated over the trailing 5-year period	0.05
Correlation (10Y) Calculated over the trailing 10-year period	0.06
Correlation (All Time) Calculated using the full available price history since Sep 23, 2010	0.04

Return for Risk

GPT.AX vs. VONG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GPT.AX

GPT.AX Risk / Return Rank: 42
GPT.AX Sharpe Ratio Rank: 46
GPT.AX Sortino Ratio Rank: 38
GPT.AX Omega Ratio Rank: 37
GPT.AX Calmar Ratio Rank: 44
GPT.AX Martin Ratio Rank: 45

VONG

VONG Risk / Return Rank: 36
VONG Sharpe Ratio Rank: 41
VONG Sortino Ratio Rank: 38
VONG Omega Ratio Rank: 40
VONG Calmar Ratio Rank: 29
VONG Martin Ratio Rank: 32

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GPT.AX vs. VONG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The GPT Group (GPT.AX) and Vanguard Russell 1000 Growth ETF (VONG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	GPT.AX	VONG	Difference
Sharpe ratio: Return per unit of total volatility	0.13	0.96	-0.82
Sortino ratio: Return per unit of downside risk	0.31	1.36	-1.05
Omega ratio: Gain probability vs. loss probability	1.04	1.17	-0.14
Calmar ratio: Return relative to maximum drawdown	0.12	0.66	-0.54
Martin ratio: Return relative to average drawdown	0.28	1.59	-1.32
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GPT.AX vs. VONG - Sharpe Ratio Comparison

The current GPT.AX Sharpe Ratio is 0.13, which is lower than the VONG Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of GPT.AX and VONG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	GPT.AX	VONG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.13	0.96	-0.82
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.25	0.89	-0.65
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.14	0.99	-0.85
Sharpe Ratio (All Time) Calculated using the full available price history	0.20	1.11	-0.91

Drawdowns

GPT.AX vs. VONG - Drawdown Comparison

The maximum GPT.AX drawdown since its inception was -93.15%, which is greater than VONG's maximum drawdown of -30.13%. Use the drawdown chart below to compare losses from any high point for GPT.AX and VONG.

Drawdown Indicators

	GPT.AX	VONG	Difference
Max Drawdown Largest peak-to-trough decline	-93.15%	-30.13%	-63.02%
Max Drawdown (1Y) Largest decline over 1 year	-20.86%	-19.60%	-1.26%
Max Drawdown (3Y) Largest decline over 3 years	-20.86%	-22.40%	+1.54%
Max Drawdown (5Y) Largest decline over 5 years	-29.11%	-30.13%	+1.02%
Max Drawdown (10Y) Largest decline over 10 years	-52.69%	-30.13%	-22.56%
Current Drawdown Current decline from peak	-19.66%	-6.63%	-13.03%
Average Drawdown Average peak-to-trough decline	-25.89%	-4.80%	-21.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.24%	8.09%	+1.15%

Volatility

GPT.AX vs. VONG - Volatility Comparison

The GPT Group (GPT.AX) has a higher volatility of 6.42% compared to Vanguard Russell 1000 Growth ETF (VONG) at 3.44%. This indicates that GPT.AX's price experiences larger fluctuations and is considered to be riskier than VONG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GPT.AX	VONG	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.42%	3.44%	+2.98%
Volatility (6M) Calculated over the trailing 6-month period	14.06%	10.14%	+3.92%
Volatility (1Y) Calculated over the trailing 1-year period	19.07%	13.53%	+5.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.83%	18.91%	+3.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.40%	19.08%	+6.32%

Dividends

GPT.AX vs. VONG - Dividend Comparison

GPT.AX's dividend yield for the trailing twelve months is around 5.13%, more than VONG's 0.44% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GPT.AX The GPT Group	5.13%	4.43%	5.49%	5.39%	8.68%	4.89%	2.07%	4.73%	4.77%	4.81%	4.65%	4.71%
VONG Vanguard Russell 1000 Growth ETF	0.44%	0.45%	0.55%	0.71%	0.98%	0.58%	0.77%	1.03%	1.18%	1.19%	1.48%	1.47%

Frequently Asked Questions

Can I hold both GPT.AX and VONG in my portfolio?

GPT.AX and VONG have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.